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Modeling and Forecasting the French Consumer Price Index Components (In French)
16 references·1 citing·36 second hop
Modeling and Forecasting the French Consumer Price Index Components (In French) (2011)Modeling and Forecasting the French Consu…Competition Among Financial Intermediaries and the Risk of Contagious Failures (2011)Competition Among Financial I…European Integration and the Demand for Broad Money (2005)European Integration and the …Partial compatibility with network externalities and double purchase (1999)Partial compatibility with ne…La modélisation Var "structurel" : application à la politique monétaire en France (1999)La modélisation Var "structur…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…New Keynesian Economics and the Phillips Curve (1995)New Keynesian Economics and t…Inflation Persistence (1995)Inflation PersistenceWhat Determines the Sacrifice Ratio? (1993)What Determines the Sacrifice…Impulse Control Method and Exchange Rate (1993)Impulse Control Method and Ex…Commitment Value of Contracts Under Renegotiation Constraints (1993)Commitment Value of Contracts…Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence (1992)Optimal Consumption and Portf…DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 (1992)DERIVATIVE ASSET PRICING WITH…Negotiation of profit-sharing contracts in industry (1991)Negotiation of profit-sharing…Credible Disinflation with Staggered Price Setting (1990)Credible Disinflation with St…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…Monopolistic Price Adjustment and Aggregate Output (1982)Monopolistic Price Adjustment…Forecasting Austrian HICP and its Components using VAR and ARIMA Models (2002)Forecasting Austrian HICP and…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Some International Evidence on Output-Inflation Tradeoffs. (1973)Sticky Prices in the United States (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Interest and Prices (2004)Option pricing: A simplified approach (1979)Capital Market Equilibrium with Transaction Costs (1986)Portfolio Selection with Transaction Costs (1990)Optimal Investment and Consumption with Transaction Costs (1994)Optimal control of execution costs (1998)Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Impulse Control of Brownian Motion (1983)Continuous Martingales and Brownian Motion (1991)Target Zones and Exchange Rate Dynamics (1991)Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)The federal funds rate and the channels of monetary transmission (1989)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Inflation Persistence (2009)Expectations and the neutrality of money (1972)An Equilibrium Model of the Business Cycle (1975)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Monopolistic Competition and the Effects of Aggregate Demand (1987)Inflation dynamics: A structural econometric analysis (1999)Macroeconomic Expectations of Households and Professional Forecasters (2003)Real Wage Rigidities and the New Keynesian Model (2007)Central Banking in Theory and Practice (1998)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A solution approach to valuation with unhedgeable risks (2001)The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence (2010)Estimation and Inference of Impulse Responses by Local Projections (2005)
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References

  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 1982Monopolistic Price Adjustment and Aggregate Output1,167 cited
  • 1995Inflation Persistence1,007 cited
  • 1995New Keynesian Economics and the Phillips Curve896 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1990Credible Disinflation with Staggered Price Setting366 cited
  • 1993What Determines the Sacrifice Ratio?336 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 1999Partial compatibility with network externalities and double purchase194 cited
  • 1991Negotiation of profit-sharing contracts in industry189 cited
  • 1993Commitment Value of Contracts Under Renegotiation Constraints188 cited
  • 2011Competition Among Financial Intermediaries and the Risk of Contagious Failures178 cited
  • 1999

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La modélisation Var "structurel" : application à la politique monétaire en France
177 cited

Cited by

  • 2002Forecasting Austrian HICP and its Components using VAR and ARIMA Models27 cited